[R] spec.pgram help?

rkevinburton at charter.net rkevinburton at charter.net
Thu Oct 2 18:28:34 CEST 2008


Hopefully this will not seem too ignorant of a question. I am having a hard time picking out the sources of the differences between: 

abs(fft(x))^2/length(x)

and 

spec.pgram(x, taper=0, log="no", plot=FALSE)

Also from the limited testing that I have done since the DC "frequency" is not returned from spec.pgram how can I tell what has happened to the series when I specify demean = TRUE or detrend = TRUE?

Any help?

Thank you.

Kevin



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